OnInitDialog is the right place to step the control before the dialog is displayed.
Code:
BOOL newwindow::OnInitDialog() 
{
	CDialog::OnInitDialog();
	
	m_ProgressCtrl.StepIt();
	
	return TRUE;  // return TRUE unless you set the focus to a control
	              // EXCEPTION: OCX Property Pages should return FALSE
}
I agree with GCDEF that you will learn more about the progress control using buttons.